+158.9%
SN vs TKO
+5.6%
+153.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.4% | +0.8% | +3.2% |
| 7D | +10.6% | +11.3% | -0.6% | +7.6% |
| 30D | +20.0% | +9.3% | +10.7% | +17.2% |
| 3M | +30.4% | +5.3% | +25.1% | +28.1% |
| 6M | +91.0% | +4.9% | +86.1% | +86.9% |
| YTD | +95.9% | -6.3% | +102.2% | +95.6% |
| 1Y | +158.9% | +4.9% | +154.0% | +154.8% |
| All | +158.9% | +5.6% | +153.2% | +154.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TKO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling